-22.4%
GEV vs NET
+21.4%
-43.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -9.1% |
| 7D | -5.1% | -16.4% | +11.2% | -4.4% |
| 30D | -15.8% | -25.8% | +10.0% | -15.2% |
| 3M | -18.2% | -11.5% | -6.7% | -17.5% |
| 6M | -22.4% | +18.9% | -41.3% | -21.1% |
| All | -22.4% | +21.4% | -43.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling